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Conference Paper: Fast solvers for queueing systems with negative customers

TitleFast solvers for queueing systems with negative customers
Authors
Wen, YWChing, WKNg, MK
KeywordsGohberg-Semencul Formula
Negative Customer
Preconditioned Conjugate Gradient Method
Preconditioners
Queueing Systems
Issue Date2006
Citation
Acm International Conference Proceeding Series, 2006, v. 180, article no. 13 How to Cite?
DOI: http://dx.doi.org/10.1145/1190095.1190111
AbstractIn this paper, we are interested in solving queueing systems having Poisson batch arrivals, exponential servers and negative customers. Preconditioned Conjugate Gradient (PCG) method is applied to solving the steady-state probability distribution of the queueing system. Preconditioners are constructed by exploiting near-Toeplitz structure of the generator matrix and the Gohberg-Semumcul formula. We proved that the preconditioned system has singular values clustered around one. Therefore Conjugate Gradient (CG) methods when applied to solving the preconditioned system, we expect fast convergence rate. Numerical examples are given to demonstrate our claim. Copyright 2006 ACM.
Persistent Identifierhttp://hdl.handle.net/10722/158864
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorWen, YWen_US
dc.contributor.authorChing, WKen_US
dc.contributor.authorNg, MKen_US
dc.date.accessioned2012-08-08T09:03:59Z-
dc.date.available2012-08-08T09:03:59Z-
dc.date.issued2006en_US
dc.identifier.citationAcm International Conference Proceeding Series, 2006, v. 180, article no. 13en_US
dc.identifier.urihttp://hdl.handle.net/10722/158864-
dc.description.abstractIn this paper, we are interested in solving queueing systems having Poisson batch arrivals, exponential servers and negative customers. Preconditioned Conjugate Gradient (PCG) method is applied to solving the steady-state probability distribution of the queueing system. Preconditioners are constructed by exploiting near-Toeplitz structure of the generator matrix and the Gohberg-Semumcul formula. We proved that the preconditioned system has singular values clustered around one. Therefore Conjugate Gradient (CG) methods when applied to solving the preconditioned system, we expect fast convergence rate. Numerical examples are given to demonstrate our claim. Copyright 2006 ACM.en_US
dc.languageengen_US
dc.relation.ispartofACM International Conference Proceeding Seriesen_US
dc.subjectGohberg-Semencul Formulaen_US
dc.subjectNegative Customeren_US
dc.subjectPreconditioned Conjugate Gradient Methoden_US
dc.subjectPreconditionersen_US
dc.subjectQueueing Systemsen_US
dc.titleFast solvers for queueing systems with negative customersen_US
dc.typeConference_Paperen_US
dc.identifier.emailChing, WK:wching@hku.hken_US
dc.identifier.authorityChing, WK=rp00679en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1145/1190095.1190111en_US
dc.identifier.scopuseid_2-s2.0-34748840231en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-34748840231&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume180en_US
dc.identifier.spagearticle no. 13-
dc.identifier.epagearticle no. 13-
dc.identifier.scopusauthoridWen, YW=7401777008en_US
dc.identifier.scopusauthoridChing, WK=13310265500en_US
dc.identifier.scopusauthoridNg, MK=34571761900en_US

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